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<div class="title">CalibrationParser.py</div>  </div>
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<div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="comment">#!/usr/bin/python</span>
<a name="l00002"></a>00002 <span class="comment"># -*- coding: utf-8 -*-</span>
<a name="l00003"></a>00003 
<a name="l00004"></a>00004 <span class="comment"># Copyright (c) 2011</span>
<a name="l00005"></a>00005 <span class="comment">#</span>
<a name="l00006"></a>00006 <span class="comment"># Permission is hereby granted, free of charge, to any person obtaining a</span>
<a name="l00007"></a>00007 <span class="comment"># copy of this software and associated documentation files (the &quot;Software&quot;),</span>
<a name="l00008"></a>00008 <span class="comment"># to deal in the Software without restriction, including without limitation</span>
<a name="l00009"></a>00009 <span class="comment"># the rights to use, copy, modify, merge, publish, distribute, sublicense,</span>
<a name="l00010"></a>00010 <span class="comment"># and/or sell copies of the Software, and to permit persons to whom the</span>
<a name="l00011"></a>00011 <span class="comment"># Software is furnished to do so, subject to the following conditions:</span>
<a name="l00012"></a>00012 <span class="comment">#</span>
<a name="l00013"></a>00013 <span class="comment"># The above copyright notice and this permission notice shall be included in</span>
<a name="l00014"></a>00014 <span class="comment"># all copies or substantial portions of the Software.</span>
<a name="l00015"></a>00015 <span class="comment">#</span>
<a name="l00016"></a>00016 <span class="comment"># THE SOFTWARE IS PROVIDED &quot;AS IS&quot;, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR</span>
<a name="l00017"></a>00017 <span class="comment"># IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,</span>
<a name="l00018"></a>00018 <span class="comment"># FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE</span>
<a name="l00019"></a>00019 <span class="comment"># AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER</span>
<a name="l00020"></a>00020 <span class="comment"># LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,</span>
<a name="l00021"></a>00021 <span class="comment"># OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE</span>
<a name="l00022"></a>00022 <span class="comment"># SOFTWARE.</span>
<a name="l00023"></a>00023 <span class="comment">#</span>
<a name="l00024"></a>00024 <span class="comment"># Author: Jesus Carrero &lt;j.o.carrero@gmail.com&gt;</span>
<a name="l00025"></a>00025 <span class="comment"># Mountain View, CA</span>
<a name="l00026"></a>00026 
<a name="l00027"></a>00027 <span class="keyword">import</span> logging
<a name="l00028"></a>00028 
<a name="l00029"></a>00029 
<a name="l00030"></a>00030 <span class="keyword">class </span>calibrationParser:
<a name="l00031"></a>00031 
<a name="l00032"></a>00032     __slots__ = [<span class="stringliteral">&#39;vK&#39;</span>, <span class="stringliteral">&#39;vS0&#39;</span>, <span class="stringliteral">&#39;vT&#39;</span>, <span class="stringliteral">&#39;vSTYLE&#39;</span>, <span class="stringliteral">&#39;vCONTRACT&#39;</span>,
<a name="l00033"></a>00033                  <span class="stringliteral">&#39;cK&#39;</span>, <span class="stringliteral">&#39;cS0&#39;</span>, <span class="stringliteral">&#39;cT&#39;</span>, <span class="stringliteral">&#39;cSTYLE&#39;</span>, <span class="stringliteral">&#39;cCONTRACT&#39;</span>,
<a name="l00034"></a>00034                  <span class="stringliteral">&#39;REG&#39;</span>, <span class="stringliteral">&#39;M_N_ITER&#39;</span>, <span class="stringliteral">&#39;RANDOM_TRAILS&#39;</span>, <span class="stringliteral">&#39;INITIAL_GUESS&#39;</span>,
<a name="l00035"></a>00035                  <span class="stringliteral">&#39;m_plot_results&#39;</span>, <span class="stringliteral">&#39;LOG_LEVEL&#39;</span>, <span class="stringliteral">&#39;LOG_FILE&#39;</span>, <span class="stringliteral">&#39;logParser&#39;</span>]
<a name="l00036"></a>00036 
<a name="l00037"></a>00037     <span class="keyword">def </span><a class="code" href="classmodels_1_1CalibBase_1_1CalibBase.html#a26b1cc8dda5ce4aa41a2cc18364f0456">__init__</a>(self, file_name):
<a name="l00038"></a>00038         self.logParser = logging.getLogger(<span class="stringliteral">&#39;calibrationParser&#39;</span>)
<a name="l00039"></a>00039         self._load_parameter_file(file_name)
<a name="l00040"></a>00040         self._chkParams()
<a name="l00041"></a>00041 
<a name="l00042"></a>00042         (self.m_conf, self.m_plot_results) = (<span class="keywordtype">None</span>, <span class="keywordtype">None</span>)
<a name="l00043"></a>00043         (self.vK, self.vS0, self.vT) = (<span class="keywordtype">None</span>, <span class="keywordtype">None</span>, <span class="keywordtype">None</span>)
<a name="l00044"></a>00044         (self.cK, self.cS0, self.cT) = (<span class="keywordtype">None</span>, <span class="keywordtype">None</span>, <span class="keywordtype">None</span>)
<a name="l00045"></a>00045         (self.m_vstyle, self.m_vcontract) = (<span class="keywordtype">None</span>, <span class="keywordtype">None</span>)
<a name="l00046"></a>00046         (self.m_reg, self.M_N_ITER) = (<span class="keywordtype">None</span>, <span class="keywordtype">None</span>)
<a name="l00047"></a>00047         (self.m_log_level, self.m_log_file) = (<span class="keywordtype">None</span>, <span class="keywordtype">None</span>)
<a name="l00048"></a>00048         (self.random_trails, self.initial_guess) = (<span class="keywordtype">None</span>, <span class="keywordtype">None</span>)
<a name="l00049"></a>00049         (self.cSTYLE, self.m_ccontract) = (<span class="keywordtype">None</span>, <span class="keywordtype">None</span>)
<a name="l00050"></a>00050 
<a name="l00051"></a>00051     <span class="keyword">def </span>_load_parameter_file(self, file_name):
<a name="l00052"></a>00052         <span class="keywordflow">try</span>:
<a name="l00053"></a>00053             self.m_conf = bc.parse_conf_file(file_name)
<a name="l00054"></a>00054         <span class="keywordflow">except</span>:
<a name="l00055"></a>00055             self.logParser.error(<span class="stringliteral">&#39;Could not open file: &#39;</span> + file_name)
<a name="l00056"></a>00056 
<a name="l00057"></a>00057         <span class="keywordflow">try</span>:
<a name="l00058"></a>00058 
<a name="l00059"></a>00059             <span class="comment"># [CALIBRATION]</span>
<a name="l00060"></a>00060 
<a name="l00061"></a>00061             (self.cK, self.cS0, self.cT) = \
<a name="l00062"></a>00062                 (self.m_conf.getfloat(<span class="stringliteral">&#39;CALIBRATION&#39;</span>, <span class="stringliteral">&#39;STRIKES&#39;</span>),
<a name="l00063"></a>00063                  self.m_conf.getfloat(<span class="stringliteral">&#39;CALIBRATION&#39;</span>, <span class="stringliteral">&#39;PRICES&#39;</span>),
<a name="l00064"></a>00064                  self.m_conf.getfloat(<span class="stringliteral">&#39;CALIBRATION&#39;</span>, <span class="stringliteral">&#39;MATURITY&#39;</span>))
<a name="l00065"></a>00065 
<a name="l00066"></a>00066             (self.cSTYLE, self.m_ccontract) = \
<a name="l00067"></a>00067                 (self.m_conf.get(<span class="stringliteral">&#39;CALIBRATION&#39;</span>, <span class="stringliteral">&#39;STYLE&#39;</span>),
<a name="l00068"></a>00068                  self.m_conf.get(<span class="stringliteral">&#39;CALIBRATION&#39;</span>, <span class="stringliteral">&#39;CONTRACT&#39;</span>))
<a name="l00069"></a>00069         <span class="keywordflow">except</span>:
<a name="l00070"></a>00070             self.logParser.error(<span class="stringliteral">&#39;CALIBRATION INFO INCOMPLETE&#39;</span>)
<a name="l00071"></a>00071 
<a name="l00072"></a>00072         <span class="keywordflow">try</span>:
<a name="l00073"></a>00073 
<a name="l00074"></a>00074             <span class="comment"># [VERIFICATION]</span>
<a name="l00075"></a>00075 
<a name="l00076"></a>00076             (self.vK, self.vS0, self.vT) = \
<a name="l00077"></a>00077                 (self.m_conf.getfloat(<span class="stringliteral">&#39;VERIFICATION&#39;</span>, <span class="stringliteral">&#39;STRIKES&#39;</span>),
<a name="l00078"></a>00078                  self.m_conf.getfloat(<span class="stringliteral">&#39;VERIFICATION&#39;</span>, <span class="stringliteral">&#39;PRICES&#39;</span>),
<a name="l00079"></a>00079                  self.m_conf.getfloat(<span class="stringliteral">&#39;VERIFICATION&#39;</span>, <span class="stringliteral">&#39;MATURITY&#39;</span>))
<a name="l00080"></a>00080 
<a name="l00081"></a>00081             (self.m_vstyle, self.m_vcontract) = \
<a name="l00082"></a>00082                 (self.m_conf.get(<span class="stringliteral">&#39;VERIFICATION&#39;</span>, <span class="stringliteral">&#39;STYLE&#39;</span>),
<a name="l00083"></a>00083                  self.m_conf.get(<span class="stringliteral">&#39;VERIFICATION&#39;</span>, <span class="stringliteral">&#39;CONTRACT&#39;</span>))
<a name="l00084"></a>00084         <span class="keywordflow">except</span>:
<a name="l00085"></a>00085             self.logParser.error(<span class="stringliteral">&#39;VERIFICATION INFO INCOMPLETE&#39;</span>)
<a name="l00086"></a>00086 
<a name="l00087"></a>00087 
<a name="l00088"></a>00088         <span class="keywordflow">try</span>:
<a name="l00089"></a>00089 
<a name="l00090"></a>00090             <span class="comment"># [OPTIMIZATON]</span>
<a name="l00091"></a>00091 
<a name="l00092"></a>00092             (self.m_reg, self.M_N_ITER) = \
<a name="l00093"></a>00093                 (self.m_conf.getfloat(<span class="stringliteral">&#39;OPTIMIZATON&#39;</span>, <span class="stringliteral">&#39;REGULARIZATION&#39;</span>),
<a name="l00094"></a>00094                  self.m_conf.getfloat(<span class="stringliteral">&#39;OPTIMIZATON&#39;</span>, <span class="stringliteral">&#39;MAX_NUM_ITER&#39;</span>))
<a name="l00095"></a>00095             (self.random_trails, self.initial_guess) = \
<a name="l00096"></a>00096                 (self.m_conf.getboolean(<span class="stringliteral">&#39;OPTIMIZATON&#39;</span>, <span class="stringliteral">&#39;RANDOM_TRAILS&#39;</span>
<a name="l00097"></a>00097                  ), self.m_conf.getfloat(<span class="stringliteral">&#39;OPTIMIZATON&#39;</span>, <span class="stringliteral">&#39;INITIAL_GUESS&#39;</span>
<a name="l00098"></a>00098                  ))
<a name="l00099"></a>00099         <span class="keywordflow">except</span> Exception: <span class="comment"># as x:</span>
<a name="l00100"></a>00100             self.logParser.error(<span class="stringliteral">&#39;OPTIMIZATION INCOMPLETE&#39;</span>)
<a name="l00101"></a>00101 
<a name="l00102"></a>00102         <span class="keywordflow">try</span>:
<a name="l00103"></a>00103 
<a name="l00104"></a>00104             <span class="comment"># [OUTPUT]</span>
<a name="l00105"></a>00105 
<a name="l00106"></a>00106             self.m_plot_results = self.m_conf.getboolean(<span class="stringliteral">&#39;OUTPUT&#39;</span>,
<a name="l00107"></a>00107                     <span class="stringliteral">&#39;m_plot_results&#39;</span>)
<a name="l00108"></a>00108         <span class="keywordflow">except</span> Exception:<span class="comment"># as x:</span>
<a name="l00109"></a>00109             self.logParser.error(<span class="stringliteral">&#39;OUTPUT INCOMPLETE&#39;</span>)
<a name="l00110"></a>00110 
<a name="l00111"></a>00111         <span class="keywordflow">try</span>:
<a name="l00112"></a>00112 
<a name="l00113"></a>00113             <span class="comment"># [DEBUG]</span>
<a name="l00114"></a>00114 
<a name="l00115"></a>00115             (self.m_log_level, self.m_log_file) = \
<a name="l00116"></a>00116                 (self.m_conf.get(<span class="stringliteral">&#39;DEBUG&#39;</span>, <span class="stringliteral">&#39;LOG_LEVEL&#39;</span>),
<a name="l00117"></a>00117                  self.m_conf.get(<span class="stringliteral">&#39;DEBUG&#39;</span>, <span class="stringliteral">&#39;LOG_FILE&#39;</span>))
<a name="l00118"></a>00118         <span class="keywordflow">except</span> Exception:<span class="comment">#  as x:</span>
<a name="l00119"></a>00119             self.logParser.error(<span class="stringliteral">&#39;DEBUG INCOMPLETE&#39;</span>)
<a name="l00120"></a>00120 
<a name="l00121"></a>00121 
</pre></div></div>
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